I apply mascara last, after the whole face is done. I apply liner after the lipstick sometimes. Use blushes as an eyeshadow, lipsticks as a blush etc. And I am a major mixologist, I mix just about anything to come up with colors that I like, which is not so good if you have to sell cosmetics to someone, but great if you an artist.

I never know which brushes are supposed to be used for what, so I make that shit up most of the time.

I also like sponges more than brushes, which isn't a no-no as much as an unusual preference. I just don't like the brush lines and find sponges go on much more evenly and can be layered much more easily. I have bad combination skin though, so I've found sponges help both provide enough foundation to reduce dryness while also getting rid of excess oil. Using my fingers or a brush makes me feel super oily.

Oh, and not so much a rule, but I can't ever get my eyeliner even to save my life.

Not sure if this qualifies, but I often show up to jobs with no makeup on myself (& I'm no natural beauty)...not because I want to but because I'm always running around like a chicken with my head cut off right before a shoot...I do believe you should look the part & I'm making an effort to get better...it does make a difference

Personally I didn't wear concealer or liquid foundation or use eye cream until this year. Not too big a deal, though I wish I had started proper makeup removal technique, eye cream, sunscreen, and not pickin in my teens dangit.

Using concealer for nude lips, blotted, with gloss.
Using eyeliner or lipliner with gloss and no lipstick (only way I've pulled off the ombre).
Using eyeshadow for lips, highlight, contour, brow powder, and anything else that strikes my fancy.
Blush as eyeshadow is a fave since I'm not able to yet invest in well pigmented and matte pinks, reds, and oranges and just nice for the continuity- throw it in a lip gloss too for for super monochromatic. People always comment on how natural and glowy its looks even if I'm packed to the gills in orangey bronze cheek, eye and lip. With no contrast they barely see the makeup. lol!
Blue eyeshadow all over-don't care. Makeup for certain coloring- its about the tones and warmth, not color groups. Any one can wear any color depending on shade selection and application.
Brown mascara as brow fill/gel, same pencils for lip, brow, eye, etc... Cream shadows as highlight, eye primer, lips, etc...
Snipped lashes on the bottom.
Using shadow with no liner on bottom always shocks people I'm helping at my counter. They go "It's soft and pretty and easy and I thought it would look like a black eye!"
Using my foundation brush with concealer or to clean up blended edges of a cat eye or a bottom lash mascara smudge. Angled brow brushes for liner. Concealer brushes for lips.
Thinning complexion product with toners, serums, and moisturizers.

No rules other than safety. I've even pushed that one personally- cleaning favorite mascara wands and putting them in a new tube (for my personal use only) and lipstick as shadow, lip liners as eye liners before I knew certain dyes on eyes could be harmful.
I could really go on and on. We must be a resourceful bunch!